python imports working!

Cargo.lock

@@ -1272,9 +1272,9 @@ dependencies = [
 
 [[package]]
 name = "libc"
-version = "0.2.162"
+version = "0.2.164"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "18d287de67fe55fd7e1581fe933d965a5a9477b38e949cfa9f8574ef01506398"
+checksum = "433bfe06b8c75da9b2e3fbea6e5329ff87748f0b144ef75306e674c3f6f7c13f"
 
 [[package]]
 name = "libm"
@@ -1410,6 +1410,8 @@ dependencies = [
  "futures",
  "log",
  "polars",
+ "pyo3",
+ "pyo3-polars",
  "rand",
  "rayon",
  "reqwest",
@@ -2023,7 +2025,6 @@ dependencies = [
  "polars-json",
  "polars-schema",
  "polars-utils",
- "rand",
  "rayon",
  "regex",
  "regex-syntax",
@@ -2356,6 +2357,20 @@ dependencies = [
  "syn 2.0.87",
 ]
 
+[[package]]
+name = "pyo3-polars"
+version = "0.18.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "08d315add0412858cb21d45f0a48d68974d32f5f93f92fd9cedc95102ea011d1"
+dependencies = [
+ "libc",
+ "once_cell",
+ "polars",
+ "polars-core",
+ "pyo3",
+ "thiserror 1.0.69",
+]
+
 [[package]]
 name = "quick-xml"
 version = "0.36.2"
@@ -2673,9 +2688,9 @@ dependencies = [
 
 [[package]]
 name = "rustls"
-version = "0.23.16"
+version = "0.23.17"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "eee87ff5d9b36712a58574e12e9f0ea80f915a5b0ac518d322b24a465617925e"
+checksum = "7f1a745511c54ba6d4465e8d5dfbd81b45791756de28d4981af70d6dca128f1e"
 dependencies = [
  "once_cell",
  "ring",
@@ -2808,9 +2823,9 @@ dependencies = [
 
 [[package]]
 name = "serde_json"
-version = "1.0.132"
+version = "1.0.133"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "d726bfaff4b320266d395898905d0eba0345aae23b54aee3a737e260fd46db03"
+checksum = "c7fceb2473b9166b2294ef05efcb65a3db80803f0b03ef86a5fc88a2b85ee377"
 dependencies = [
  "indexmap",
  "itoa",
@@ -2839,9 +2854,9 @@ checksum = "0fda2ff0d084019ba4d7c6f371c95d8fd75ce3524c3cb8fb653a3023f6323e64"
 
 [[package]]
 name = "simd-json"
-version = "0.14.2"
+version = "0.14.3"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "b1df0290e9bfe79ddd5ff8798ca887cd107b75353d2957efe9777296e17f26b5"
+checksum = "aa2bcf6c6e164e81bc7a5d49fc6988b3d515d9e8c07457d7b74ffb9324b9cd40"
 dependencies = [
  "ahash",
  "getrandom",

Cargo.toml

@@ -9,15 +9,16 @@ rustdoc = ["--cfg", "doc"]
 
 [lib]
 name = "msyrs"
-path = "src/lib.rs"
+# path = "src/lib.rs"
+crate-type = ["cdylib"]
+
 
 [dependencies]
 anyhow = "1.0"
 reqwest = { version = "0.12.9", features = ["blocking", "json"] }
-serde_json = "1.0"
+serde_json = "^1.0"
 serde_urlencoded = "0.7"
 serde = { version = "1.0.215", features = ["derive"] }
-# polars = { version = "0.44.2", features = ["lazy"] }
 chrono = "0.4.38"
 rand = "0.8"
 threadpool = "1.8.1"
@@ -26,7 +27,13 @@ crossbeam = "0.8"
 rayon = "1.5"
 tokio = "1.41.1"
 futures = "0.3"
-polars = { version = "^0.44.0", features = [
+
+# pyo3 = { version = "0.23.1", features = ["extension-module"] }
+# pyo3 = { version = "0.21.2", features = ["extension-module"] }
+# pyo3 = { version = "*", features = ["abi3-py38"] }
+pyo3 = { version = "*", features = ["extension-module"] }
+pyo3-polars = { version = "0.18.0" }
+polars = { version = "*", features = [
     "lazy",
     "temporal",
     "describe",
@@ -37,52 +44,51 @@ polars = { version = "^0.44.0", features = [
     "timezones",
     "ndarray",
     "concat_str",
+] }
 
 # "serde-lazy",
 # "parquet",
 # "decompress",
 # "zip",
 # "gzip",
-    "dynamic_group_by",
-    "rows",
-    "cross_join",
-    "semi_anti_join",
-    "row_hash",
-    "diagonal_concat",
-    "dataframe_arithmetic",
-    "partition_by",
-    "is_in",
-    "zip_with",
-    "round_series",
-    "repeat_by",
-    "is_first_distinct",
-    "is_last_distinct",
-    "checked_arithmetic",
-    "dot_product",
-    "concat_str",
-    "reinterpret",
-    "take_opt_iter",
-    "mode",
-    "cum_agg",
-    "rolling_window",
-    "interpolate",
-    "rank",
-    "moment",
-    "ewma",
-    "abs",
-    "product",
-    "diff",
-    "pct_change",
-    "unique_counts",
-    "log",
-    "list_to_struct",
-    "list_count",
-    "list_eval",
-    "cumulative_eval",
-    "arg_where",
-    "search_sorted",
-    "offset_by",
-    "trigonometry",
-    "sign",
-    "propagate_nans",
-] }
+# "dynamic_group_by",
+# "rows",
+# "cross_join",
+# "semi_anti_join",
+# "row_hash",
+# "diagonal_concat",
+# "dataframe_arithmetic",
+# "partition_by",
+# "is_in",
+# "zip_with",
+# "round_series",
+# "repeat_by",
+# "is_first_distinct",
+# "is_last_distinct",
+# "checked_arithmetic",
+# "dot_product",
+# "reinterpret",
+# "take_opt_iter",
+# "mode",
+# "cum_agg",
+# "rolling_window",
+# "interpolate",
+# "rank",
+# "moment",
+# "ewma",
+# "abs",
+# "product",
+# "diff",
+# "pct_change",
+# "unique_counts",
+# "log",
+# "list_to_struct",
+# "list_count",
+# "list_eval",
+# "cumulative_eval",
+# "arg_where",
+# "search_sorted",
+# "offset_by",
+# "trigonometry",
+# "sign",
+# "propagate_nans",

src/lib.rs

@@ -2,3 +2,29 @@
 
 pub mod download;
 pub mod utils;
+
+use pyo3::{prelude::*, wrap_pymodule};
+use pyo3_polars::PyDataFrame;
+
+#[pyfunction]
+pub fn load_qdf(file_path: &str) -> PyResult<PyDataFrame> {
+    Ok(PyDataFrame(
+        utils::qdf::load_quantamental_dataframe(file_path).unwrap(),
+    ))
+}
+
+// ignore deprecated warning
+#[allow(deprecated)]
+#[pymodule]
+pub fn qdf(_py: Python, m: &PyModule) -> PyResult<()> {
+    m.add_function(wrap_pyfunction!(load_qdf, m)?)?;
+    Ok(())
+}
+
+#[allow(deprecated)]
+#[pymodule]
+pub fn msyrs(_py: Python, m: &PyModule) -> PyResult<()> {
+// add qdf as a submodule
+    m.add_wrapped(wrap_pymodule!(qdf))?;
+    Ok(())
+}

test.py

@@ -0,0 +1,10 @@
+import msyrs
+
+# "E:\Work\jpmaqs-data\data\ADPEMPL_SA_P1M1ML1\USD_ADPEMPL_SA_P1M1ML1.csv"
+
+dfpath = "E:/Work/jpmaqs-data/data/ADPEMPL_SA_P1M1ML1/USD_ADPEMPL_SA_P1M1ML1.csv"
+
+print(msyrs.qdf.load_qdf(dfpath))
+
+
+